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Q5) (1\%) A stock is worth 15 today. i) Suppose that in a month, the stock price can rise by 10% or fall by 15%. If the riskless interest rate r=5%, what is the price of a European call option that expires in five months and has an exercise price of 18? ii) Suppose that in a month, the stock price can rise or fall by 20%. If the riskless interest rate r=10%, what is the price of a European put option that expires in six months and has an exercise price of 8